Well, it's actually quite simple if you think about it
. So a health pickup is nothing more than a gameobject with collider on it. So what you need to do is, setup a collider trigger action, set collider as the health pickup and then on trigger do various stuff, like if you players enters the health pickup trigger then add extra 20 health or so.
You can put two trigger actions in one state, but use different events for each, rather than just "FINISHED". You can also use local/global events to do this. There is a few ways to approach this... You can even use Get Trigger Info action to get the last trigger event, for example last game object hit, and then perform various actions based on which gameobject has been collided with.